+303.0%
MNST vs FLEX
+569.0%
-266.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -5.0% |
| 7D | -3.4% | -19.3% | +15.9% | -0.9% |
| 30D | +6.6% | -41.5% | +48.2% | +14.0% |
| 3M | -2.9% | -43.1% | +40.2% | +3.8% |
| 6M | +18.4% | -48.2% | +66.7% | +27.0% |
| YTD | +19.3% | +15.5% | +3.8% | +9.6% |
| 1Y | +37.9% | +10.2% | +27.7% | +27.2% |
| 3Y | +62.9% | +256.8% | -193.9% | +13.0% |
| 5Y | +99.6% | +408.2% | -308.6% | +24.7% |
| All | +303.0% | +569.0% | -266.0% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling